Public market data providers report that front‑month WTI traded above $100 on multiple days in mid‑September 2026 (examples: Sep 17–18–20). However, this market’s resolution is explicitly tied to Pyth’s Active‑Month 1‑minute candles for symbol 'CLL' (with ICE daily highs usable only as a fallback if Pyth data is unavailable). I did not directly fetch or verify the Pyth 1‑minute candle values for the exact minutes when third‑party feeds show >$100, and Active‑Month roll timing could mean the contract that printed >$100 was not the 'Active Month' per Pyth. To conclusively resolve this forecast you (or an automated resolver) must: (1) inspect Pyth’s 1‑minute candle series for 'CLL' at the timestamps/days where third‑party sources show >$100, and (2) if Pyth data is missing, check ICE report 10 daily highs for the Active Month trading sessions. Without that direct Pyth/ICE verification the market outcome cannot be determined from third‑party aggregator screenshots alone.
a9-predict-0.3.0 · ad68125b970c65ea8556230782911dfc3e57060379d07fde327aa76d8f4c42b6Tracked question
Will WTI Crude Oil (WTI) hit (HIGH) $100 in September?
A9 gives this a 38% chance of happening. That's somewhat more likely than the betting market thinks (34%) — a 4-point disagreement. A9 researched this on the web before forecasting.
Jev on its own said 51%
Why A9 thinks this
The evidence, separated.
Public market data providers report that front‑month WTI traded above $100 on multiple days in mid‑September 2026 (examples: Sep 17–18–20). However, this market’s resolution is explicitly tied to Pyth’s Active‑Month 1‑minute candles for symbol 'CLL' (with ICE daily highs usable only as a fallback if Pyth data is unavailable). I did not directly fetch or verify the Pyth 1‑minute candle values for the exact minutes when third‑party feeds show >$100, and Active‑Month roll timing could mean the contract that printed >$100 was not the 'Active Month' per Pyth. To conclusively resolve this forecast you (or an automated resolver) must: (1) inspect Pyth’s 1‑minute candle series for 'CLL' at the timestamps/days where third‑party sources show >$100, and (2) if Pyth data is missing, check ICE report 10 daily highs for the Active Month trading sessions. Without that direct Pyth/ICE verification the market outcome cannot be determined from third‑party aggregator screenshots alone.
For
Multiple market-data aggregators report intraday highs for front‑month WTI futures above $100 on several September 2026 trading sessions (examples from Investing.com show highs of 102.37 on Sep 17, 103.42 on Sep 18, and 100.88 on Sep 20).
Trading venues/price feeds (e.g., TradingView) show front‑month WTI trading above $100 in mid‑to‑late September 2026 (real‑time/chart quotes > $100 around the same period).
The market’s stated resolution source is Pyth (symbol 'CLL') and Pyth provides 1‑minute candle access via its terminal (the resolution language for this forecast points explicitly to Pyth 1‑minute candles for the Active Month).
Against
I have not directly inspected the authoritative Pyth 1‑minute candles for 'CLL' at the exact timestamps when third‑party sources show > $100; the resolution requires Pyth 1‑minute candles for the Active Month, so third‑party intraday prints are not by themselves definitive for this market.
Different data providers and different WTI contract listings (ICE vs NYMEX, Permian/other variants) can show different intraday highs for the same calendar times; some feeds show materially different prices on the same dates, indicating potential contract/feed mismatches.
The Active Month definition and contract roll rules (Active Month switches at the open of the third‑to‑last trading session) mean a given minute’s price may belong to a different listed contract than the one third‑party charts label 'front month' — whether a >$100 print counts depends on which contract Pyth designated as the Active Month at that exact minute.
Unknown
Whether Pyth’s authoritative Active‑Month 1‑minute candle series for symbol 'CLL' contains any 1‑minute candle High (or Low) ≥ $100 during an applicable September 2026 trading session, and whether any >$100 prints reported by third parties occurred on the same contract and in the same trading session that Pyth treats as the Active Month.
What would change A9's mind
- Direct inspection of Pyth 'CLL' 1‑minute candles for the relevant September timestamps shows a candle High (or Low) ≥ $100 during an applicable trading session — this immediately flips the market to 'Yes'.
- If Pyth 1‑minute data for a relevant trading session is unavailable but ICE’s official daily high/low (report 10) for the Active Month shows a daily high ≥ $100 for that trading session, the market resolves to 'Yes' (that fallback is stated in the market rules).
- If verification shows >$100 prints were on a different contract than the one Pyth designated as Active Month at the time (because of contract roll rules), those prints do NOT count and absence of any qualifying Pyth candle will flip the market toward 'No'.
- A retroactive data correction, Pyth feed change, or a determination that Pyth 'CLL' was down/invalid for relevant minutes could change the outcome (either by creating a valid qualifying candle or removing one).
Probability history